Anic Equity

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Total return since start: 0.565 %

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Equity now: -----------------------------> 47797.13 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46402.21 Kr

PnL: ---------------------------------------> -486.36 Kr

DD now: ---------------------------------> -1.712 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-20 11:36:45.869937'

Anic Portfolio

Today

Return: 1.021 %

This Week

Return: 0.555 %

Total

Return: 56.476 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
Beijer Electronics Group	26	6.240000	3276.000000	305.000000	10.270000	2971.000006
HEBA B	70	0.510000	2747.500000	111.500000	4.230000	2636.000010
FM Mattsson Mora Group B	50	0.000000	3030.000000	103.000000	3.520000	2927.000000
SAAB B	8	0.580000	3446.400000	69.400000	2.060000	3377.000000
Corem Property Group B	59	2.030000	623.630000	46.630000	8.080000	576.999999
Samhällsbyggnadsbo. i Norden B	20	2.060000	386.000000	31.000000	8.730000	355.000000
Norva24 Group	16	-0.440000	573.440000	30.440000	5.610000	543.000000
Resurs Holding	22	4.430000	601.920000	27.920000	4.860000	573.999998
MedCap	2	1.590000	447.000000	26.000000	6.180000	421.000000
AcadeMedia	12	0.330000	581.280000	24.280000	4.360000	557.000004
Eastnine	4	0.000000	509.600000	18.600000	3.790000	491.000000
HMS Networks	2	0.520000	690.000000	17.000000	2.530000	673.000000
OEM International B	7	1.570000	544.600000	16.600000	3.140000	527.999997
Boozt	12	2.810000	1670.400000	16.400000	0.990000	1653.999996
Intrum	4	0.750000	540.200000	13.200000	2.500000	527.000000
Coor Service Management Hold.	8	1.960000	540.400000	8.400000	1.580000	532.000000
Sampo Oyj SDB	7	1.760000	3853.500000	3.500000	0.090000	3850.000000
Essity A	4	0.170000	1152.000000	3.000000	0.260000	1149.000000
Fastighetsbolag. Emilshus Pref	21	0.000000	564.900000	2.900000	0.520000	562.000005
Swedbank A	3	0.610000	566.400000	2.400000	0.430000	564.000000
Essity B	2	0.840000	576.000000	2.000000	0.350000	574.000000
Creaspac SPAC	6	0.420000	577.800000	0.800000	0.140000	577.000002
Securitas B	6	0.640000	567.360000	-2.640000	-0.460000	570.000000
Samhällsbyggnadsbo. i Norden D	12	0.300000	242.880000	-3.120000	-1.270000	246.000000
Handelsbanken A	5	0.460000	542.750000	-3.250000	-0.600000	546.000000
CTEK	13	1.260000	523.900000	-10.100000	-1.890000	533.999999
Karnov Group	9	1.570000	525.600000	-10.400000	-1.940000	536.000004
Nordea Bank Abp	29	0.640000	3442.880000	-11.120000	-0.320000	3453.999992
Midsona B	63	1.260000	555.030000	-27.970000	-4.800000	582.999984
Vivesto	1368	0.100000	559.240000	-53.760000	-8.770000	612.999432
International Petroleum Corp.	5	0.190000	539.500000	-55.070000	-9.260000	594.565215
Axfood	13	-0.140000	3636.100000	-119.900000	-3.190000	3756.000001
OX2	18	3.030000	1469.700000	-194.300000	-11.680000	1663.999992
Fasadgruppen Group	35	-0.620000	3391.500000	-419.500000	-11.010000	3810.999990
Ovzon	52	0.540000	2906.800000	-455.200000	-13.540000	3361.999992
TOTAL			46402.210000	-486.360000	-1.71244%	46888.564618

Updated:

'2023-01-20 11:36:58.495732'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.